New York City may be battling freezing temperatures, but the stars at Saturday Night Live's 40th anniversary special made it the hottest place to be in freezing February.

Generations of SNL alumni, from Chevy Chase (1975-1977) and Eddie Murphy (1980-1984) to Will Ferrell (1996-2002) and Amy Poehler (2001-2008), returned to studio 8H to pay tribute to the show that launched many of their careers. ET caught up with the parade of amazing talent that graced the late-night sketch comedy show during its 40-year run.

TV RECAP: 13 Lingering Questions About the 'SNL 40' Anniversary Special

"It's like comedy fantasy camp right now," Poehler said. "It's like getting to meet everybody that you grew up loving -- and also getting to hang with your very funny friends. So it's really a dream."

"It's never not surreal being on the show and so to get to do it for seven years it just kind of means everything," Ferrell gushed. 

Kerry Washington, who hosted SNL for the first time in 2013, shared a similar sentiment. "The two best weeks of my life so far have been my honeymoon, [which] was number one, and number two was SNL," the Scandal star admitted.

SNL has helped launch the careers of some of the greatest comedic performers around, including Kristen Wiig (2005-2012) and Maya Rudolph (2000-2007), who shared what it means to be part of the SNL family.

"When you leave that show, when you go out into the world you realize this is your home," Rudolph gushed. "This is your family and there's truly, truly nothing else like it. At all."

It's a kinship that Wiig told ET lasts long after you leave the cast. "Even the people that you didn't work with, that were on different years, there's still such a bond with you guys," she explained.

"It's like a fraternity, but there's no like, keggers or like topless, well there's a couple topless girls," Rudolph continued.

WATCH: Amy Poehler, Kristen Wiig, Maya Rudolph Reveak Their Favorite 'SNL' Characters

As for their favorite sketches of all time? "I was there for a long time but I guess Amy Poehler rapping next to Governor Sarah Palin," Seth Meyers (2001-2014) said. "That's probably my favorite."

"Unfrozen Cave Man Lawyer, Phil Hartman-- my favorite [sketch]," Bill Hader (2005-2013) revealed. "That was the one I saw growing up and I was like, 'Wow.' I used to imitate that. I would record myself doing it."

Watch the full video above to see the hilarious reactions from Ferrell, Poehler and Chris Kattan when we showed them their very first appearances on ET.

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